+1,511.5%
MOD vs BDX
+55.3%
+1,456.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.4% |
| 7D | +3.6% | -4.1% | +7.7% | +4.9% |
| 30D | -2.6% | +0.1% | -2.7% | -2.7% |
| 3M | -33.1% | +18.3% | -51.4% | -37.4% |
| 6M | -7.5% | +10.1% | -17.6% | -11.3% |
| YTD | +39.3% | +19.4% | +19.9% | +29.4% |
| 1Y | +34.3% | +22.3% | +11.9% | +23.5% |
| 3Y | +296.2% | -9.4% | +305.5% | +299.4% |
| 5Y | +1,504.6% | -2.0% | +1,506.6% | +1,446.1% |
| 10Y | +1,511.5% | +59.6% | +1,452.0% | +1,276.8% |
| All | +1,511.5% | +55.3% | +1,456.3% | +1,276.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling